Empirical and sequential empirical copula processes under serial dependence (Q391662): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2013.04.003 / rank
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Property / author: Axel Bücher / rank
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Property / author: Stanislav Volgushev / rank
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Property / author: Axel Bücher / rank
 
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Property / author: Stanislav Volgushev / rank
 
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Property / Mathematics Subject Classification ID: 62G20 / rank
 
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Property / zbMATH DE Number: 6244389 / rank
 
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bootstrap
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functional delta method
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weak convergence
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weak dependence
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Property / arXiv ID: 1111.2778 / rank
 
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Property / cites work
 
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Latest revision as of 16:13, 9 December 2024

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Empirical and sequential empirical copula processes under serial dependence
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    Empirical and sequential empirical copula processes under serial dependence (English)
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    10 January 2014
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    bootstrap
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    functional delta method
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    weak convergence
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    weak dependence
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